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- W1999339962 abstract "Let X1,…,Xn be independent and identically distributed non-negative random variables, and let Yj = XjXn (j= 1,…,n), where If X1 has the exponential density λexp(−λx),x>0, for some λ>0, the empirical Laplace transform of Y1,…,Yn should be close to (1 + t)−1 which is the Laplace transform of the unit exponential distribution. We study the properties of as a statistic for testing for exponentiality. The limiting null distribution of Tn,a is found, and it is shown that the test rejecting the hypothesis of exponentiality for large values of Tn,a is consistent against each fixed alternative distribution. This new class of tests offers great flexibility in that the parameter a may be chosen so as to yield high power against specific alternatives. It is also possible to let a depend on X1,…, Xn. Power performance of the new tests for finite samples is assessed in a Monte Carlo study." @default.
- W1999339962 created "2016-06-24" @default.
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- W1999339962 date "1992-01-01" @default.
- W1999339962 modified "2023-09-23" @default.
- W1999339962 title "A new flexible class of omnibus tests for exponentiality" @default.
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- W1999339962 doi "https://doi.org/10.1080/03610929308831009" @default.
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